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研究生: 楊侑錚
Yang, You-Cheng
論文名稱: 加速壽命試驗之貝氏分析
Bayesian Analysis for Accelerated Life Testing
指導教授: 李宜真
Lee, I-Chen
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2023
畢業學年度: 111
語文別: 中文
論文頁數: 44
中文關鍵詞: 加速壽命試驗重新參數化貝氏分析
外文關鍵詞: accelerated life test (ALT), reparameterization, Bayesian analysis
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  • 本研究採用貝氏分析對加速壽命試驗模型進行分析,並將模型中參數進行重新參數化進行討論。在過去的研究中發現,針對 Type-I 設限之壽命分配,將加速壽命試驗模型中連結位置參數與應力水準函數之參數轉換為,在設限時間下正常使用應力水準與最高應力水準的累積失效機率,使其有更好的解釋性且參數範圍也更好的被定義。由於過去沒有針對加速壽命試驗之重新參數化模型進行貝氏的研究,因此本研究擬針對適當之參數化的加速壽命模型,探討設定不同的先驗分佈觀察對應之參數估計的結果。本研究針對加速壽命試驗最常使用之失效模型對數常態分佈(Lognormal) 與韋伯分佈 (Weibull) 分別進行討論,貝氏估計流程,所以採用 Gibbssampling 及 Metropolis-Hastings 方法對後驗分配做抽樣後得貝氏估計值及可信區間。先驗分佈的設定根據過去文獻設定之可能範圍去做調整,將其調整為不同程度信息的先驗分佈。結果顯示若先驗是較有信息的或參考過去經驗所得到的貝氏估計值及可信區間皆較為精確。

    This study uses Bayesian analysis to analyze the accelerated life testing model and discusses the reparameterization of the model parameters. In a previous study, it is found that for the Type-I censored modeling the original parameters in the link function of the location parameter and the stress level are transformed to the cumulative failure probability of the normal use stress level and the maximum stress level at a censoring time. It resulted in a better interpretation and a better definition of the parameter ranges. Since no Bayesian analysis has been conducted for the re-parameterization of the accelerated life test in the literature, this study is intended to explore the results of the estimation of the parameters with different prior distributions of the accelerated life models with appropriate parameterization. The discussion mainly focuses on the most commonly used failure models for accelerated life testing, Lognormal distribution and Weibull distribution. Since the models have three unknown parameters, the Gibbs sampler and Metropolis-Hastings methods are used to obtain Bayesian estimates through sampling from the posterior distributions. The prior distributions are set based on the possible ranges of parameters obtained from the previous studies, by adjusting to different degrees of informative prior distributions. The results show that more accurate parameter estimates and credible intervals are obtained when the prior distributions are based on more informative prior information.

    中文摘要 I Abstract II 誌謝 VIII 目錄 IX 表目錄XI 圖目錄XII 第一章 緒論1 1-1. 研究背景 1 1-2. 文獻回顧 1 1-3. 研究動機 3 1-4. 概述 4 第二章 加速壽命試驗5 2-1. 加速壽命模型 5 2-2. 重新參數化 7 2-3. 概似函數 8 2-4. 重新參數化前後比較 9 第三章 研究方法11 3-1. 貝氏理論11 3-2. 馬可夫鏈蒙地卡羅方法 (Markov Chain Monte Carlo, MCMC) 12 3-3. 先驗分佈設定 15 3-4. Jeffreys 先驗分佈 16 第四章 DeviceA 資料之加速壽命之貝氏分析 17 4-1. 先驗分佈設定 17 4-2. MCMC 結果23 4-3. 貝氏分析結果29 第五章 結論與未來研究方向35 參考文獻37 附錄 A 大樣本漸進變異數39 附錄 B MCMC 的結果呈現 40

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